Gravity form to submit to third party application

I would like to know what the cleanest way to use gravity forms to submit data from my form to another page outside of WordPress is.
Our website is 100% WordPress and I need to use data of my gravity form somewhere else.

I found this blog article, that seems to provide a solution, but I really would like to avoid modifying
/wp-content/themes/*your-theme*/functions.php

I am worried about losing the changes at a WordPress / gravity forms update.

You can do it as a functions plugin:

http://www.doitwithwp.com/create-functions-plugin/

http://justintadlock.com/archives/2011/02/02/creating-a-custom-functions-plugin-for-end-users